ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
112-180 |
112-285 |
0-105 |
0.3% |
113-060 |
| High |
113-035 |
113-155 |
0-120 |
0.3% |
113-065 |
| Low |
112-125 |
112-265 |
0-140 |
0.4% |
111-280 |
| Close |
112-205 |
113-060 |
0-175 |
0.5% |
112-095 |
| Range |
0-230 |
0-210 |
-0-020 |
-8.7% |
1-105 |
| ATR |
0-251 |
0-252 |
0-001 |
0.5% |
0-000 |
| Volume |
1,471,344 |
1,520,223 |
48,879 |
3.3% |
3,577,046 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-043 |
114-262 |
113-176 |
|
| R3 |
114-153 |
114-052 |
113-118 |
|
| R2 |
113-263 |
113-263 |
113-098 |
|
| R1 |
113-162 |
113-162 |
113-079 |
113-212 |
| PP |
113-053 |
113-053 |
113-053 |
113-079 |
| S1 |
112-272 |
112-272 |
113-041 |
113-002 |
| S2 |
112-163 |
112-163 |
113-022 |
|
| S3 |
111-273 |
112-062 |
113-002 |
|
| S4 |
111-063 |
111-172 |
112-264 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-142 |
115-223 |
113-009 |
|
| R3 |
115-037 |
114-118 |
112-212 |
|
| R2 |
113-252 |
113-252 |
112-173 |
|
| R1 |
113-013 |
113-013 |
112-134 |
112-240 |
| PP |
112-147 |
112-147 |
112-147 |
112-100 |
| S1 |
111-228 |
111-228 |
112-056 |
111-135 |
| S2 |
111-042 |
111-042 |
112-017 |
|
| S3 |
109-257 |
110-123 |
111-298 |
|
| S4 |
108-152 |
109-018 |
111-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-155 |
111-280 |
1-195 |
1.4% |
0-191 |
0.5% |
82% |
True |
False |
1,175,331 |
| 10 |
114-055 |
111-280 |
2-095 |
2.0% |
0-208 |
0.6% |
57% |
False |
False |
1,049,919 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-237 |
0.7% |
38% |
False |
False |
1,151,574 |
| 40 |
115-115 |
109-225 |
5-210 |
5.0% |
0-260 |
0.7% |
62% |
False |
False |
1,021,904 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-281 |
0.8% |
65% |
False |
False |
682,520 |
| 80 |
116-060 |
109-055 |
7-005 |
6.2% |
0-287 |
0.8% |
57% |
False |
False |
511,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-088 |
|
2.618 |
115-065 |
|
1.618 |
114-175 |
|
1.000 |
114-045 |
|
0.618 |
113-285 |
|
HIGH |
113-155 |
|
0.618 |
113-075 |
|
0.500 |
113-050 |
|
0.382 |
113-025 |
|
LOW |
112-265 |
|
0.618 |
112-135 |
|
1.000 |
112-055 |
|
1.618 |
111-245 |
|
2.618 |
111-035 |
|
4.250 |
110-012 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-057 |
113-006 |
| PP |
113-053 |
112-272 |
| S1 |
113-050 |
112-218 |
|